NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 03-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
4.884 |
4.958 |
0.074 |
1.5% |
4.779 |
High |
5.013 |
4.958 |
-0.055 |
-1.1% |
5.013 |
Low |
4.856 |
4.866 |
0.010 |
0.2% |
4.779 |
Close |
4.956 |
4.882 |
-0.074 |
-1.5% |
4.882 |
Range |
0.157 |
0.092 |
-0.065 |
-41.4% |
0.234 |
ATR |
0.121 |
0.119 |
-0.002 |
-1.7% |
0.000 |
Volume |
12,619 |
37,764 |
25,145 |
199.3% |
84,648 |
|
Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.178 |
5.122 |
4.933 |
|
R3 |
5.086 |
5.030 |
4.907 |
|
R2 |
4.994 |
4.994 |
4.899 |
|
R1 |
4.938 |
4.938 |
4.890 |
4.920 |
PP |
4.902 |
4.902 |
4.902 |
4.893 |
S1 |
4.846 |
4.846 |
4.874 |
4.828 |
S2 |
4.810 |
4.810 |
4.865 |
|
S3 |
4.718 |
4.754 |
4.857 |
|
S4 |
4.626 |
4.662 |
4.831 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.593 |
5.472 |
5.011 |
|
R3 |
5.359 |
5.238 |
4.946 |
|
R2 |
5.125 |
5.125 |
4.925 |
|
R1 |
5.004 |
5.004 |
4.903 |
5.065 |
PP |
4.891 |
4.891 |
4.891 |
4.922 |
S1 |
4.770 |
4.770 |
4.861 |
4.831 |
S2 |
4.657 |
4.657 |
4.839 |
|
S3 |
4.423 |
4.536 |
4.818 |
|
S4 |
4.189 |
4.302 |
4.753 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.013 |
4.621 |
0.392 |
8.0% |
0.120 |
2.5% |
67% |
False |
False |
19,178 |
10 |
5.013 |
4.443 |
0.570 |
11.7% |
0.125 |
2.6% |
77% |
False |
False |
13,332 |
20 |
5.013 |
4.443 |
0.570 |
11.7% |
0.115 |
2.3% |
77% |
False |
False |
12,160 |
40 |
5.015 |
4.443 |
0.572 |
11.7% |
0.110 |
2.3% |
77% |
False |
False |
10,412 |
60 |
5.015 |
4.307 |
0.708 |
14.5% |
0.111 |
2.3% |
81% |
False |
False |
9,037 |
80 |
5.015 |
4.243 |
0.772 |
15.8% |
0.106 |
2.2% |
83% |
False |
False |
7,825 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.349 |
2.618 |
5.199 |
1.618 |
5.107 |
1.000 |
5.050 |
0.618 |
5.015 |
HIGH |
4.958 |
0.618 |
4.923 |
0.500 |
4.912 |
0.382 |
4.901 |
LOW |
4.866 |
0.618 |
4.809 |
1.000 |
4.774 |
1.618 |
4.717 |
2.618 |
4.625 |
4.250 |
4.475 |
|
|
Fisher Pivots for day following 03-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
4.912 |
4.917 |
PP |
4.902 |
4.905 |
S1 |
4.892 |
4.894 |
|